QS.LOAN.PRICER¶
Creates a loan pricer with explicit named discount, refinancing and fair-rate amortization parameters
Category: QuantSupport - Pricing.
- QS.LOAN.PRICER(name: text, currency: text, discount_index: text, refinancing_index: text or blank, rebuild_amortization: cell or range) text handle¶
- Parameters:
name (text) – Workbook-unique object name; unchanged recalculation reuses its current handle
currency (text) – Three-letter ISO currency code, for example USD or EUR
discount_index (text) – Market index, for example SOFR; prefixes include Equity:, Credit:, FX:, and Collateral:
refinancing_index (text or blank) – Optional benchmark curve for refinancing incentives, e.g. EURIBOR12m; required by the refinancing prepayment model; blank supplies no benchmark
rebuild_amortization (cell or range) – Optional TRUE/FALSE, default FALSE; rebuild the contractual amortization schedule during fair-rate solving
- Returns:
Pricer handle with the selected currency discount curve and explicit loan pricing settings; pass it to QS.EVALUATE or QS.EVALUATE.FROM.SNAPSHOT.
- Return Type:
text handle
- Errors:
#VALUE! for invalid discount mapping, refinancing index, amortization flag or registry failure.
Formula¶
=QS.LOAN.PRICER(name, currency, discount_index, refinancing_index, rebuild_amortization)
Calculation¶
Runs on Excel’s main calculation thread.
Native Declaration¶
fn qs_loan_pricer (name : & str , currency : & str , discount_index : & str , refinancing_index : Option < String > , rebuild_amortization : * const XLOPER12 ,) -> Result < String , XllError >